+1,883.6%
STX vs TYL
+168.7%
+1,715.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.8% |
| 7D | -28.5% | +6.7% | -35.1% | -29.5% |
| 30D | -42.9% | +26.5% | -69.5% | -46.0% |
| 3M | -45.9% | +37.3% | -83.2% | -50.2% |
| 6M | -41.3% | +31.2% | -72.5% | -46.5% |
| YTD | +67.9% | -7.4% | +75.3% | +69.2% |
| 1Y | +66.5% | -9.6% | +76.1% | +69.0% |
| 3Y | +588.0% | +1.9% | +586.1% | +534.3% |
| 5Y | +449.1% | -21.1% | +470.2% | +452.3% |
| All | +1,883.6% | +168.7% | +1,715.0% | +989.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling